+42.9%
O vs AFRM
-25.2%
+68.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +3.3% | -7.5% | +10.9% | +3.6% |
| 30D | +10.3% | -15.7% | +26.0% | +11.0% |
| 3M | -3.5% | -9.6% | +6.1% | -3.2% |
| 6M | -1.3% | +6.3% | -7.6% | -1.8% |
| YTD | +10.3% | -8.6% | +18.9% | +10.1% |
| 1Y | +10.4% | -7.6% | +18.0% | +10.0% |
| 3Y | +40.0% | +173.7% | -133.7% | +28.5% |
| 5Y | +12.4% | -56.9% | +69.2% | +1.6% |
| All | +42.9% | -25.2% | +68.1% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AFRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling